DOI
10.34229/KCA2522-9664.26.1.9
UDC 519.2
M.I. Schlesinger
Institute for Information Technologies and Systems of the NAS of Ukraine,
Kyiv, Ukraine,
schles@irtc.org.ua
E.V. Vodolazskiy
Institute for Information Technologies and Systems of the NAS of Ukraine,
Kyiv, Ukraine,
waterlaz@gmail.com
ASYMMETRICAL GENERALISATION OF CHEBYSHEV’S INEQUALITY
Abstract. The paper explores a family of generalizations of Chebyshev’s inequality, focusing on asymmetric cases where the deviation region of interest is not symmetric about the mean.
The well-known results of Cantelli and Selberg are revisited as natural extensions of Chebyshev’s classical bound. A unified linear programming framework is proposed that provides a geometric intuition and derivation of these inequalities. This leads to concise derivations of the inequalities. These results highlight the versatility and power of linear programming in deriving probabilistic bounds under various constraints.
Keywords: Chebyshev’s inequality, Cantelli’s inequality, Selberg’s inequality, probability bounds.
full text
REFERENCES
- 1. Tchebichef P. Des valeurs moyennes. Journal de Pures et 2. 1867. Vol. 12. P. 177–184.
- 2. Durrett R. Probability: Theory and examples. Cambridge University Press, 2019. 430 p. https://doi.org/10.1017/ 9781108591034.
- 3. Stoikova L.S. Generalized Chebyshev inequalities and their application in the mathematical theory of reliability. Cybernetics and Systems Analysis. 2010. Vol. 46, N 3. P. 472–476. https://doi.org/10.1007/s10559-010-9221-2.
- 4. Stoikova L.S., Kovalchuk L.V. Exact estimates for some linear functionals of unimodal distribution functions under incomplete information. Cybernetics and Systems Analysis. 2019. Vol. 55, N 6. P. 914–925. https://doi.org/10.1007/s10559-019-00201-z.
- 5. Marshall A.W., Olkin I. Multivariate Chebyshev inequalities. The Annals of Mathematical Statistics. 1960. Vol. 31, Iss. 4. P. 1001–1014. https://doi.org/10.1214/aoms/1177705673.
- 6. Mallows C.L. Generalizations of Tchebysheff’s inequalities. Journal of the Royal Statistical Society, Series B. 1956. Vol. 18, Iss. 2. P. 139–168. https://doi.org/10.1111/j.2517-6161.1956.tb00220.x.
- 7. Birnbaum Z.W., Raymond J., Zuckerman H.S. A generalization of Tshebyshev’s inequality to two dimensions. The Annals of Mathematical Statistics. 1947. Vol. 18, Iss. 1. P. 70–79. https://doi.org/10.1214/aoms/1177730493.
- 8. Chernoff H. A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. The Annals of Mathematical Statistics. 1952. Vol. 23, Iss. 4. P. 493–507. https://doi.org/10.1214/aoms/1177729330.
- 9. Ghosh B.K. Probability inequalities related to Markov’s theorem. The American Statistician. 2002. Vol. 56, Iss. 3. P. 186–190. https://doi.org/10.1198/000313002119.
- 10. Cantelli F.P. Sui confini della probabilitї Atti del Congresso Internazionale dei Matematici, 1928. Tomo VI, Comunicazioni (3–10 Settembre 1928, Bologna, Italy). Bologna, 1928. P. 47–59.
- 11. Selberg H.L. Zwei Ungleichungen sur Ergnzung des Tchebycheffschen Lemmas. Scandinavian Actuarial Journal. 1940. P. 121–125.
- 12. Godwin H.J. On generalizations of Tchebychef’s inequality. Journal of the American Statistical Association. 1955. Vol. 50, Iss. 271. P. 923–945. https://doi.org/10.1080/01621459.1955.10501978.
- 13. Tyndall W.F. A duality theorem for a class of continuous linear programming problems. SIAM Journal on Applied Mathematics. 1965. Vol. 13, Iss. 3. P. 644–666. https://doi.org/10.1137/0113043.
- 14. Anderson E.J., Nash P. Linear programming in infinite-dimensional spaces: Theory and applications. Chichester: Wiley-Interscience, 1987. xi + 172 p.